+378.7%
SAN vs TRU
-36.4%
+415.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.5% | -6.5% | +6.0% | +1.3% |
| 30D | -0.1% | -2.5% | +2.4% | +0.5% |
| 3M | +19.6% | +10.4% | +9.3% | +15.4% |
| 6M | +32.7% | +1.6% | +31.0% | +30.7% |
| YTD | +26.7% | -9.7% | +36.4% | +28.2% |
| 1Y | +51.6% | -17.3% | +68.9% | +56.6% |
| 3Y | +348.7% | -1.8% | +350.6% | +327.5% |
| 5Y | +378.7% | -36.2% | +415.0% | +446.2% |
| All | +378.7% | -36.4% | +415.2% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling